-90.0%
MARA vs WBD
-0.7%
-89.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +13.8% | -1.7% | +15.5% | +14.6% |
| 30D | +24.7% | +3.9% | +20.8% | +22.6% |
| 3M | -10.4% | +5.1% | -15.5% | -12.7% |
| 6M | +37.6% | +0.6% | +37.1% | +37.0% |
| YTD | +32.7% | -3.2% | +35.9% | +34.2% |
| 1Y | -25.2% | +127.7% | -152.8% | -49.7% |
| 3Y | +9.3% | +146.6% | -137.3% | -33.7% |
| 5Y | -69.3% | +4.2% | -73.5% | -74.7% |
| 10Y | -73.6% | +13.7% | -87.3% | -81.5% |
| All | -90.0% | -0.7% | -89.3% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WBD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling